I want to customize the product comparison page but i can't seem to find the file that manages this. I'm pretty new to Magento.
It is generated from this file: app\design\frontend\base\default\template\catalog\product\compare\list.phtml
You can copy this to your theme's folder and make changes.
You can get the view files that is generating each blocks in the frontend by enabling the Template Path hints in. Select the Main website in the configuration and select this: System-> Configuration-> Developer-> Debug (tab) -> Template Path hints -> Yes